+3,191.4%
XOM vs APH
+132,206.2%
-129,014.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +1.8% | +5.0% | -3.2% | +0.9% |
| 30D | +5.9% | -3.9% | +9.7% | +6.4% |
| 3M | +5.6% | +13.0% | -7.4% | +2.6% |
| 6M | +7.9% | +25.2% | -17.3% | +2.1% |
| YTD | +35.2% | +22.9% | +12.2% | +27.4% |
| 1Y | +46.0% | +47.8% | -1.8% | +32.3% |
| 3Y | +55.0% | +283.0% | -228.0% | +15.0% |
| 5Y | +246.3% | +349.7% | -103.3% | +147.5% |
| 10Y | +181.0% | +1,061.2% | -880.2% | +71.3% |
| All | +3,191.4% | +132,206.2% | -129,014.8% | +1,442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling